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2000 Mathematics Subject Classification: 62E16,62F15, 62H12, 62M20.This paper is concerned with the problem of deriving Bayesian prediction bounds for the future observations (two-sample prediction) from the inverse Weibull distribution based on generalized order statistics (GOS). Study the two side interval Bayesian prediction, point prediction under symmetric and asymmetric loss functions and the maximum likelihood (ML) prediction using "plug-in" procedure for future observations from the inverse...
The paper concerns estimation of the rose of directions of a stationary fibre process in from the intersection counts of the process with test planes. A new approach is suggested based on Bayesian statistical techniques. The method is derived from the special case of a Poisson line process however the estimator is shown to be consistent generally. Markov chain Monte Carlo (MCMC) algorithms are used for the approximation of the posterior distribution. Uniform ergodicity of the algorithms used is...
2000 Mathematics Subject Classification: 62E16, 65C05, 65C20.We consider the problem of predictive interval for future observations from Weibull distribution. We consider two cases they are: (i) fixed sample size (FSS), (ii) random sample size (RSS). Further, we derive the predictive function for both FSS and RSS in closed forms. Next, the upper and lower 1%, 2.5%, 5% and 10% critical points for the predictive functions are calculated. To show the usefulness of our results, we present some simulation...
The aim of this short note is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the diffusion coefficient are vanish simultaneously.
Numerical experiments suggest interesting properties in the several fields of fluid dynamics, plasma physics and population dynamics. Among such properties, we may observe the interesting phenomena; that is, the repeated appearance and disappearance phenomena of the region penetrated by the fluid in the flow through a porous media with absorption. The model equation in two dimensional space is written in the form of the initial-boundary value problem for a nonlinear diffusion equation with the effect...
In der Arbeit wird ein gewisses von drei Parametern abhängiges Iterationsverfahren für ein lineares algebraisches Gleichungssystem von der Form mit schwach 2-zyklischer Blockmatrix untersucht. Es werden verschiedene Varianten dieses Verfahrens studiert. Die Konvergenzgeschwindigkeit wird mit der Konvergenzgeschwindigkeit üblicher Iterationsverfahren verglichen.
Die Arbeit befasst sich mit der Anwendung eines gewissen mehrparametrigen Iterationsverfahrens bei der Lösung des linearen Gleichungsystems der Form , wo eine gewisse, eine grosse Anzahl von Nullelementen enthaltende. Matrix bezeichnet und irgendeine von der Hauptuntermatrizen der Matrix leicht invertierbar ist. Das, in der Arbeit vorgeschlagende Iterationsverfahren stellt eine Kombination des iterativen und direkten Verfahrens dar.
The dynamical investigation of two-component poroelastic media is important for practical applications. Analytic solution methods are often not available since they are too complicated for the complex governing sets of equations. For this reason, often some existing numerical methods are used. In this work results obtained with the finite element method are opposed to those obtained by Schanz using the boundary element method. Not only the influence of the number of elements and time steps on the...
In der vorliegenden Arbeit wird das Verfahren der koordinatenweisen Suche mit Hilfe der Intervallarithmetik realisiert. Dadurch ist es möglich, bei speziellen nichtlinearen Optimierungsproblemen alle auftretenden Fehlerarten zu erfaßen, einschliesslich eingangsbedingter Fehler. Vor- und Nachteile werden erläutert sowie Testbeispiele angegeben.
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